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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
302Quantpedia Premium (Buy Premium account to see this strategy)             
303Quantpedia Premium (Buy Premium account to see this strategy)             
354Quantpedia Premium (Buy Premium account to see this strategy)             
409Quantpedia Premium (Buy Premium account to see this strategy)             
424Quantpedia Premium (Buy Premium account to see this strategy)             
16Reversal Effect in International Equity ETFs3 Years8equitiesETFs, fundsSimple strategy1969-1995276.4%0%0%Strongcountry picking, factor investing, reversal, rotational system, smart beta 
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%Strongfactor investing, rotational system, smart beta, term spread0.49
53Quantpedia Premium (Buy Premium account to see this strategy)             
110Quantpedia Premium (Buy Premium account to see this strategy)             
111Quantpedia Premium (Buy Premium account to see this strategy)             
165Quantpedia Premium (Buy Premium account to see this strategy)             
207Value Factor – CAPE Effect within CountriesYearly10equitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%Strongcountry picking, factor investing, rotational system, smart beta, value0.56
240Quantpedia Premium (Buy Premium account to see this strategy)             
247Quantpedia Premium (Buy Premium account to see this strategy)             
314Quantpedia Premium (Buy Premium account to see this strategy)             
322Quantpedia Premium (Buy Premium account to see this strategy)             
346Quantpedia Premium (Buy Premium account to see this strategy)             
353Quantpedia Premium (Buy Premium account to see this strategy)             
405Quantpedia Premium (Buy Premium account to see this strategy)             
429Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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